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View Outliers PnL Drill-Down: CXW241220P00021000

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-11-07	CXW	CXW241220P00021000	21.00	36.0	1.000	0.568	0.359	1.4	0.7	-0.010	1.960	1.210	1.21	21.65	2024-12-20	PUT	Long	0.302	0.376	0.256

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	CXW	0.909	0.054	0.374	0.126	0.088	-0.286	21.36	0.036	0.0000	11.31	23.94	21	1y	16.77

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.10	-0.85	$1.07	0.05	-0.19	1.30	0.20	22.08	21.01	-1.10	$-110.00	130.00	42	34.0	169.000	1.07	2024-12-19
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.11	-0.85	$1.56	0.07	-0.04	1.30	0.19	22.08	20.52	-1.11	$-111.00	130.00	41	2.0	170.000	1.56	2024-12-18
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.05	-0.81	$0.72	0.03	-0.06	1.30	0.25	22.08	21.36	-1.05	$-105.00	130.00	40	12.0	171.000	0.72	2024-12-17
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.10	-0.85	$0.35	0.02	-0.04	1.30	0.20	22.08	21.73	-1.10	$-110.00	130.00	39	2.0	171.000	0.35	2024-12-16
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.10	-0.85	$0.21	0.01	-0.01	1.30	0.20	22.08	21.87	-1.10	$-110.00	130.00	36	2.0	171.000	0.21	2024-12-13
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.10	-0.85	$0.06	0.00	-0.10	1.30	0.20	22.08	22.02	-1.10	$-110.00	130.00	35	2.0	171.000	0.06	2024-12-12
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.05	-0.81	$0.22	0.01	-0.07	1.30	0.25	22.08	21.86	-1.05	$-105.00	130.00	34	6.0	169.000	0.22	2024-12-11
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.20	-0.92	$-0.17	-0.01	-0.05	1.30	0.10	22.08	22.25	-1.20	$-120.00	130.00	33	10.0	179.000	-0.17	2024-12-10
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-1.05	-0.81	$0.16	0.01	-0.10	1.30	0.25	22.08	21.92	-1.05	$-105.00	130.00	32	9.0	183.000	0.16	2024-12-09
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.90	-0.69	$0.56	0.03	-0.05	1.30	0.40	22.08	21.52	-0.90	$-90.00	130.00	31	10.0	183.000	0.56	2024-12-08
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.90	-0.69	$0.54	0.02	-0.06	1.30	0.40	22.08	21.54	-0.90	$-90.00	130.00	29	10.0	183.000	0.54	2024-12-06
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.90	-0.69	$0.73	0.03	-0.09	1.30	0.40	22.08	21.35	-0.90	$-90.00	130.00	28	10.0	183.000	0.73	2024-12-05
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.85	-0.65	$0.20	0.01	-0.08	1.30	0.45	22.08	21.88	-0.85	$-85.00	130.00	27	6.0	187.000	0.20	2024-12-04
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.60	-0.46	$0.73	0.03	-0.06	1.30	0.70	22.08	21.35	-0.60	$-60.00	130.00	26	5.0	194.000	0.73	2024-12-03
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.75	-0.58	$0.45	0.02	-0.10	1.30	0.55	22.08	21.63	-0.75	$-75.00	130.00	25	15.0	185.000	0.45	2024-12-02
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.88	-0.68	$-0.25	-0.01	-0.46	1.30	0.42	22.08	22.33	-0.88	$-88.00	130.00	24	10.0	0.000	-0.25	2024-12-01
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.88	-0.68	$-0.25	-0.01	-0.05	1.30	0.42	22.08	22.33	-0.88	$-88.00	130.00	23	10.0	180.000	-0.25	2024-11-30
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.75	-0.58	$-0.41	-0.02	-0.07	1.30	0.55	22.08	22.49	-0.75	$-75.00	130.00	21	2.0	180.000	-0.41	2024-11-28
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.75	-0.58	$-0.03	-0.00	-0.01	1.30	0.55	22.08	22.11	-0.75	$-75.00	130.00	20	2.0	180.000	-0.03	2024-11-27
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.75	-0.58	$0.13	0.01	-0.05	1.30	0.55	22.08	21.95	-0.75	$-75.00	130.00	19	2.0	182.000	0.13	2024-11-26
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.67	-0.52	$0.10	0.00	-0.08	1.30	0.63	22.08	21.98	-0.67	$-67.00	130.00	18	4.0	182.000	0.10	2024-11-25
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.61	-0.47	$0.07	0.00	-0.00	1.30	0.69	22.08	22.01	-0.61	$-61.00	130.00	17	5.0	185.000	0.07	2024-11-24
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.61	-0.47	$0.07	0.00	-0.02	1.30	0.69	22.08	22.01	-0.61	$-61.00	130.00	16	5.0	185.000	0.07	2024-11-23
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.61	-0.47	$0.08	0.00	-0.06	1.30	0.69	22.08	22.00	-0.61	$-61.00	130.00	15	5.0	185.000	0.08	2024-11-22
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.48	-0.37	$0.28	0.01	-0.05	1.30	0.82	22.08	21.80	-0.48	$-48.00	130.00	14	3.0	184.000	0.28	2024-11-21
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.47	-0.36	$0.61	0.03	0.01	1.30	0.83	22.08	21.47	-0.47	$-47.00	130.00	13	5.0	184.000	0.61	2024-11-20
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.47	-0.36	$0.07	0.00	-0.00	1.30	0.83	22.08	22.01	-0.47	$-47.00	130.00	12	5.0	185.000	0.07	2024-11-19
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.10	-0.08	$0.94	0.04	-0.02	1.30	1.20	22.08	21.14	-0.10	$-10.00	130.00	11	6.0	180.000	0.94	2024-11-18
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.17	-0.13	$0.72	0.03	0.04	1.30	1.13	22.08	21.36	-0.17	$-17.00	130.00	10	27.0	180.000	0.72	2024-11-17
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.17	-0.13	$0.72	0.03	0.03	1.30	1.13	22.08	21.36	-0.17	$-17.00	130.00	9	27.0	180.000	0.72	2024-11-16
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.17	-0.13	$0.72	0.03	0.02	1.30	1.13	22.08	21.36	-0.17	$-17.00	130.00	8	27.0	180.000	0.72	2024-11-15
CXW241220P00021000	CXW	PUT	Long	21.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.04	0.03	$0.65	0.03	0.03	1.30	1.34	22.08	21.43	0.04	$4.00	130.00	7	27.0	154.000	0.65	2024-11-14
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.70	-0.54	$0.56	0.03	-0.03	1.30	0.60	22.08	21.52	-0.70	$-70.00	130.00	6	9.0	154.000	0.56	2024-11-13
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.70	-0.54	$-0.05	-0.00	0.00	1.30	0.60	22.08	22.13	-0.70	$-70.00	130.00	5	9.0	154.000	-0.05	2024-11-12
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.69	-0.53	$-1.83	-0.08	-0.01	1.30	0.61	22.08	23.91	-0.69	$-69.00	130.00	4	4.0	151.000	-1.83	2024-11-11
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.60	-0.46	$-0.44	-0.02	-0.03	1.30	0.70	22.08	22.52	-0.60	$-60.00	130.00	3	117.0	37.000	-0.44	2024-11-10
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.60	-0.46	$-0.44	-0.02	-0.04	1.30	0.70	22.08	22.52	-0.60	$-60.00	130.00	2	117.0	37.000	-0.44	2024-11-09
CXW241220P00021000	CXW	PUT	Long	21.00	None	$-0.50	-0.38	$-0.34	-0.02	-0.03	1.30	0.80	22.08	22.42	-0.50	$-50.00	130.00	1	17.0	37.000	-0.34	2024-11-08
CXW241220P00021000	CXW	PUT	Long	21.00	OUTLIERSPNLMANUALTRIGGER - Quick Realize Position from OutlierPnL	$0.00	0.00	$-0.00	-0.00	0.00	1.30	1.30	22.08	22.08	0.00	$0.00	130.00	0	38.0	1.000	-0.00	2024-11-07

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl